+17.7%
NXPI vs DT
-28.6%
+46.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.7% |
| 7D | +0.7% | -4.9% | +5.5% | +2.2% |
| 30D | -6.6% | +2.7% | -9.3% | -7.8% |
| 3M | -25.4% | +20.0% | -45.4% | -31.2% |
| 6M | +11.9% | +28.0% | -16.1% | -1.1% |
| YTD | +4.0% | +16.0% | -12.0% | -4.8% |
| 1Y | +1.0% | +0.7% | +0.3% | -2.1% |
| 3Y | +16.3% | +6.2% | +10.1% | +7.8% |
| 5Y | +17.7% | -28.1% | +45.8% | +14.5% |
| All | +17.7% | -28.6% | +46.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling